Open Access
February, 1984 Self-Intersections of Random Fields
Jay Rosen
Ann. Probab. 12(1): 108-119 (February, 1984). DOI: 10.1214/aop/1176993376


We show how to use local times to analyze the self-intersections of random fields. In particular, we compute the Hausdorff dimension of $r$-multiple times for Brownian motion in the plane, Brownian sheets and Levy's multiparameter Brownian motion.


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Jay Rosen. "Self-Intersections of Random Fields." Ann. Probab. 12 (1) 108 - 119, February, 1984.


Published: February, 1984
First available in Project Euclid: 19 April 2007

zbMATH: 0536.60066
MathSciNet: MR723732
Digital Object Identifier: 10.1214/aop/1176993376

Primary: 60G60
Secondary: 60G17

Keywords: Hausdorff dimension , intersections of random fields , Local time

Rights: Copyright © 1984 Institute of Mathematical Statistics

Vol.12 • No. 1 • February, 1984
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